[FAM-news] Vienna Congress on Math. Finance, Sept. 9-11, 2019, and VCMF Educational Workshop, Sept. 12-13, 2019

Sandra Trenovatz (VCMF 2019) vcmf2019 at fam.tuwien.ac.at
Wed Aug 21 10:34:48 CEST 2019


Vienna Congress on Mathematical Finance (VCMF 2019)
Mon-Wed, September 9-11, 2019

VCMF Educational Workshop
Thu-Fri, September 12-13, 2019



*Deadline approaching:*

Standard registration ends on August 25, 2019
(from August 26, 2019, late registration fee applies):


The second Vienna Congress on Mathematical Finance (VCMF 2019) will be 
held from September 9-11, 2019, once again at the new campus of WU 
Vienna. The conference will bring together leading experts from various 
fields of Mathematical Finance such as:

  - Computational Methods and Machine Learning
  - Credit Risk and Systemic Risk
  - Limit Order Book and High Frequency Trading
  - Markets with Frictions and Large Trader Models
  - New Financial Markets (Cryptocurrencies,
    Electricity, Energy, Securitization)
  - Risk Measures and Optimization (Portfolio Optimisation,
    Risk Allocation, Risk Aggregation)
  - Robust Finance
  - Stochastic and Rough Volatility

The conference program will feature plenary lectures, parallel sessions 
with invited and contributed talks as well as poster sessions. Moreover, 
there will be an attractive social program.

In the framework of a Panel Discussion (September 9, 2019) on the topic 
"The big data revolution in mathematical finance" we offer the 
conference participants a platform for discussions with a number of 
renowned experts.

The conference is followed by a two-day Educational Workshop on 
September 12 and 13, 2019, with lectures by internationally recognized 
experts that will be a great learning opportunity in particular for 
younger scientists.

The VCMF 2019 follows the successful previous edition, VCMF 2016, with 
240 attendees, 83 talks and 28 poster presentations.

For further information including details on plenary and invited 
speakers see the conference homepage at

We are looking forward to meeting you in September in Vienna!

With kind regards from the VCMF 2019 organisers,

   Mathias Beiglböck, Rüdiger Frey, Stefan Gerhold,
   Friedrich Hubalek, Irene Klein, Thorsten Rheinländer,
   Birgit Rudloff, Walter Schachermayer, Uwe Schmock


   Campus of WU Wien
   Welthandelsplatz 1, 1020 Vienna/Wien, Austria

Organized by:
   WU Vienna - Vienna University of Economics & Business
   TU Wien - Vienna University of Technology
   University of Vienna
   Wolfgang Pauli Institute (WPI) Vienna

Gold Sponsor:
   Raiffeisen Bank International (RBI)
Silver Sponsor:
   B&W Deloitte
   EnergieAllianz Austria (EAA)
   Meyerthole Siems Kohlruss
   UNIQA Insurance Group

Plenary Speakers...

at the Congress:
  - Beatrice Acciaio (London School of Economics)
  - Fred Espen Benth (University of Oslo)
  - Bruno Bouchard (Université Paris-Dauphine)
  - Christa Cuchiero (WU Vienna)
  - Paul Embrechts (ETH Zurich)
  - Antoine Jacquier (Imperial College London)
  - Sebastian Jaimungal (University of Toronto)
  - Walter Schachermayer (University of Vienna)

at the Educational Workshop:
  - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.)
  - Huyên Pham (University Paris VII Diderot)
  - Josef Teichmann (ETH Zurich)
  - Luitgard A. M. Veraart (London School of Economics)

Invited Speakers at the Congress:

  - Emmanuel Bacry (École Polytechnique and Université Paris-Dauphine)
  - Peter Bank (TU Berlin)
  - Zachary Feinstein (Washington University in St. Louis)
  - Damir Filipovic (EPFL and Swiss Finance Institute)
  - Kathrin Glau (Queen Mary University of London)
  - Archil Gulisashvili (Ohio University)
  - Julien Guyon (Bloomberg, Columbia Univ., New York Univ.)
  - Nikolaus Hautsch (University of Vienna)
  - Blanka Horvath (King's College and Imperial College London)
  - Ying Jiao (Université Claude Bernard Lyon 1)
  - Sigrid Källblad (KTH Royal Institute of Technology)
  - Eyal Neuman (Imperial College London)
  - Marcel Nutz (Columbia University)
  - Miklos Rasonyi (Alfred Renyi Institute of Mathematics)
  - Nizar Touzi (École Polytechnique)
  - Luitgard A. M. Veraart (London School of Economics)


Additionally on the first day of the congress there will be a panel 
discussion with the title:
   "The big data revolution in mathematical finance"

For further details see the program:

   Standard registration is possible until August 25, 2019.
   From August 26, 2019, late registration fee applies.

   The attendance at VCMF 2019 (full week, Sept. 9-13, 2019)
   may qualify for up to 30 CPD credits for those delegates
   whose national actuarial organization's CPD requirements
   recognize VCMF 2019.
   18 CPD credits for VCMF Congress (Sep 9-11) and
   12 CPD credits for VCMF Educational Workshop (Sep 12-13).
   VCMF 2019 is accredited by the AVÖ - Actuarial Assoc. of Austria.

For any requests, do not hesitate to write an e-mail to the conference & 
workshop secretariat: vcmf2019 at fam.tuwien.ac.at


"Le congrès danse beaucoup, mais il ne marche pas."
("The congress does not move forward, it dances.")
Prince Charles de Ligne’s famous words
at the Congress of Vienna (1814-1815)


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